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~isPartOf:"Annals of finance"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Grabchak, Michael
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Guidolin, Massimo
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Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
Grabchak, Michael
- In:
Annals of finance
10
(
2014
)
4
,
pp. 553-568
Persistent link: https://www.econbiz.de/10010463508
Saved in:
2
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors
Kamdem, Jules Sadefo
- In:
Annals of finance
8
(
2012
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10009510573
Saved in:
3
Value at risk and efficiency under dependence and heavy-tailedness : models with common shocks
Ibragimov, Rustam Ju.
;
Walden, Johan
- In:
Annals of finance
7
(
2011
)
3
,
pp. 285-318
Persistent link: https://www.econbiz.de/10009248124
Saved in:
4
Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo
;
Nicodano, Giovanna
- In:
Annals of finance
5
(
2009
)
1
,
pp. 15-48
Persistent link: https://www.econbiz.de/10003775308
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